+631.0%
MSCI vs MXL
+273.2%
+357.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -7.0% | -0.4% |
| 7D | -1.1% | +19.0% | -20.1% | -3.5% |
| 30D | -1.2% | +4.5% | -5.7% | -2.4% |
| 3M | -8.4% | -1.5% | -6.9% | -12.5% |
| 6M | -1.0% | +348.6% | -349.7% | -34.0% |
| YTD | -2.3% | +310.3% | -312.5% | -34.2% |
| 1Y | -1.2% | +344.7% | -345.9% | -35.6% |
| 3Y | +7.9% | +211.2% | -203.3% | -33.6% |
| 5Y | -10.1% | +34.8% | -44.9% | -34.1% |
| 10Y | +631.0% | +286.5% | +344.4% | +217.4% |
| All | +631.0% | +273.2% | +357.7% | +217.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling